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UNCOVERED INTEREST PARITY IN ARGENTINA, BRAZIL, CHILE, AND MEXICO: A UNIT ROOT TEST APPLICATION WITH PANEL DATA
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UNCOVERED INTEREST PARITY IN ARGENTINA, BRAZIL, CHILE, AND MEXICO: A UNIT ROOT TEST APPLICATION WITH PANEL DATA (2004)UNCOVERED INTEREST PARITY IN ARGENTINA, B…Measuring International Capital Mobility: A Review (2016)Measuring International Capit…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Emerging market liberalization and the impact on uncovered interest rate parity (2002)Emerging market liberalizatio…Uncovered Interest Parity Revisited (2001)Uncovered Interest Parity Rev…Uncovered Interest Parity in Crisis (2001)Uncovered Interest Parity in …Uncovered interest parity and the peso problem: the Brazilian case (2001)Uncovered interest parity and…Uncovered interest parity and policy behavior: new evidence (2000)Uncovered interest parity and…Testing Uncovered Interest Parity at Short and Long Horizons (2000)Testing Uncovered Interest Pa…Deviations from daily uncovered interest rate parity and the role of intervention (2000)Deviations from daily uncover…Capital Mobility in Developing Countries: Some Measurement Issues and Empirical Estimates (1994)Capital Mobility in Developin…Interest Rates in Mexico (1991)Interest Rates in MexicoThe ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Statistical analysis of cointegration vectors (1988)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s (2001)Official Intervention in the Foreign Exchange Market (2003)Short-Run Exchange-Rate Dynamics: Theory and Evidence (2008)Domestic Saving and International Capital Flows (1980)Capital mobility in the world economy: Theory and measurement (1986)International Capital Mobility: What Do Saving-Investment Correlations Tell Us? (1987)The Feldstein-Horioka puzzle and capital mobility: a review (1998)Financial Globalization (2006)What Segments Equity Markets? 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this work references cited by second hop

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2016Measuring International Capital Mobility: A Review338 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 2001Uncovered Interest Parity Revisited192 cited
  • 1994Capital Mobility in Developing Countries: Some Measurement Issues and Empirical Estimates183 cited
  • 2002Emerging market liberalization and the impact on uncovered interest rate parity61 cited
  • 2000Deviations from daily uncovered interest rate parity and the role of intervention44 cited
  • 2000Uncovered interest parity and policy behavior: new evidence30 cited
  • 2000Testing Uncovered Interest Parity at Short and Long Horizons29 cited
  • 2001Uncovered interest parity and the peso problem: the Brazilian case24 cited
  • 2001Uncovered Interest Parity in Crisis15 cited
  • 1991Interest Rates in Mexico12 cited

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